Wix.com Ltd (WIX)
219.07
+8.80
(+4.19%)
USD |
NASDAQ |
Nov 21, 16:00
218.90
-0.17
(-0.08%)
After-Hours: 20:00
Wix.com Max Drawdown (5Y): 84.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.56% |
| September 30, 2024 | 84.56% |
| August 31, 2024 | 84.56% |
| July 31, 2024 | 84.56% |
| June 30, 2024 | 84.56% |
| May 31, 2024 | 84.56% |
| April 30, 2024 | 84.56% |
| March 31, 2024 | 84.56% |
| February 29, 2024 | 84.56% |
| January 31, 2024 | 84.56% |
| December 31, 2023 | 84.56% |
| November 30, 2023 | 84.56% |
| October 31, 2023 | 84.56% |
| September 30, 2023 | 84.56% |
| August 31, 2023 | 84.56% |
| July 31, 2023 | 84.56% |
| June 30, 2023 | 84.56% |
| May 31, 2023 | 84.56% |
| April 30, 2023 | 84.56% |
| March 31, 2023 | 84.56% |
| February 28, 2023 | 84.56% |
| January 31, 2023 | 84.56% |
| December 31, 2022 | 84.56% |
| November 30, 2022 | 84.56% |
| October 31, 2022 | 84.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.56% |
| August 31, 2022 | 84.56% |
| July 31, 2022 | 84.56% |
| June 30, 2022 | 84.56% |
| May 31, 2022 | 83.47% |
| April 30, 2022 | 79.18% |
| March 31, 2022 | 79.18% |
| February 28, 2022 | 76.87% |
| January 31, 2022 | 66.83% |
| December 31, 2021 | 60.71% |
| November 30, 2021 | 56.72% |
| October 31, 2021 | 49.84% |
| September 30, 2021 | 47.50% |
| August 31, 2021 | 47.50% |
| July 31, 2021 | 47.50% |
| June 30, 2021 | 47.50% |
| May 31, 2021 | 47.50% |
| April 30, 2021 | 47.50% |
| March 31, 2021 | 47.50% |
| February 28, 2021 | 47.50% |
| January 31, 2021 | 49.39% |
| December 31, 2020 | 49.39% |
| November 30, 2020 | 49.39% |
| October 31, 2020 | 49.39% |
| September 30, 2020 | 49.39% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
47.50%
Minimum
Feb 2021
84.56%
Maximum
Jun 2022
68.76%
Average
81.33%
Median
Max Drawdown (5Y) Benchmarks
| CyberArk Software Ltd | 50.48% |
| Formula Systems (1985) Ltd | 54.38% |
| Magic Software Enterprises Ltd | 63.91% |
| SatixFy Communications Ltd | -- |
| Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.90 |
| Beta (5Y) | 1.474 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.96% |
| Historical Sharpe Ratio (5Y) | 0.0687 |
| Historical Sortino (5Y) | 0.1261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.60% |